How to do difference boolean between two objects in Blender?
Your problem is that the cylinders you use to boolean your cube have faces overlaying the cube faces, and the boolean doesn't work in these conditions. So here is what you need to do:


Select your 4 cylinders and join them with ctrlJ to make it simpler (one boolean instead of 4).
As you can see the top and bottom faces of the cylinders overlay with the horizontal faces of the cubes. To prevent this, just scale the cylinder object on the Z axis.
Now there is another overlaying, between some vertical faces of the cylinders and some vertical faces of the cube. So you need to select your cylinders object, go in Edit mode, then move each cylinder a bit away from their position on the X axis.
Now you can apply the Boolean, as you can see it works.